Yet another new local R user group has launched this month, this time in Cambridge, UK. Cambridge RUG was created by data analyst Andrew Caines to promote the use of R in the Cambridge area. The group aims to encourage people try the R language, act as an advice centre to help people get...
Weak Law of Large Numbers
1 Description The weak law of large numbers is a result in probability theory also known as Bernoulli’s
quick tips: within function assignment and specific object removal
If you’re familiar with the faster iterations on objects such as lapply, sapply, or apply for matrices, you might get surprised that the function call saves new assignments only locally. One of my favorite lines in R comes from the fact the language environment devours the memory. To focus on particular objects (such as...
Given a room with n people in it, what is the probability any two will have the same birthday?
Revisiting a fun puzzle I remember first encountering as an undergraduate. Nice example of creating a plot in R using ggplot2. I also plot the probability of someone in the room having the same birthday as you.
ultimate R recursion
One of my students wrote the following code for his R exam, trying to do accept-reject simulation (of a Rayleigh distribution) and constant approximation at the same time: which I find remarkable if alas doomed to fail! I wonder if there exists a (real as opposed to fantasy) computer language where you could introduce...
This graph makes me think Kobe is not that good, he just shoots a lot
I find it surprising that NBA commentators rarely talk about field goal percentage. Everybody knows that the more you shoot the more you score. But players that score a lot are admired without consideration of their FG%. Of course having a high FG% is ...
Computational Econometrics: Aggregate Demand with Random Parameters
Computational Econometrics: Aggregate Demand with Random Parameters: From microeconomics we know that individuals and firms have demand curves for goods and services. But what happens when you try to get a picture of the demand for goods and services f...
Using LaTeX, R, and Sweave to Create Reports in Windows
LaTeX is a typesetting system that can easily be used to create reports and scientific articles, and has excellent formatting options for displaying code and mathematical formulas. Sweave is a package in base R that can execute R code embedded in LaTe...
Explaining India’s miserable Test cricket performance in 2011/2012
Today when I reminded a friend not to lose hope in Indian cricket (after recent whitewash in England and Australia), another friend commented, प्रसून जी , यह भारतीय क्रिकेट है ..यहाँ पर...
Pre-conference tutorials announced for useR! 2012
The worldwide R user conference, useR! 2012, will take place this year June 12-15 in Nashville, Tennessee. In addition to the regular program of invited and contributed talks, a highlight of every useR! is the pre-conference tutorials: hand-on, half-day in-depth expert-led sessions with a focused on a specific area of methodology with R. This...
the Art of R Programming [guest post]
![the Art of R Programming [guest post]](http://akamaicovers.oreilly.com/images/9781593273842/lrg.jpg)
(This post is the preliminary version of a book review by Alessandra Iacobucci, to appear in CHANCE. Enjoy !) As Rob J. Hyndman enthusiastically declares in his blog, “this is a gem of a book”. I would go even further and argue that The Art of R programming is...
The power of Rcpp
While ago I built two R scripts to track OMX Baltic Benchmark Fund against the index. One script returns the deviation of fund from the index and it works fast enough. The second calculates the value of the fund every minute and it used to take for while. For example, it spent 2 minutes...
Getting Fancy with 3-D Scatterplots
R has some great functions for generating scatterplots in 3 dimensions. Two of the best are the scatter3d() function in John Fox’s car package, and the scatterplot3d() function in Uwe Ligges’ scatterplot3d package. In this post, we will focus on … Continue reading →
useR! 2012: Earlybird Registration for International R Users Conference, Nashville TN 12-15 2012
The 8th international R users conference useR! 2012 will be in Nashville TN USA June 12-15 with a special all-day pre-conference course from Bill Venables on June 11. We have a terrific lineup of half-day tutorials on June 12 and will have invited and contributed presentations of interest to a wide variety of R...
Converting grads files to NetCDF from within R using CDO
A while back I wrote a blog post on the R package I wrote for reading and manipulating grads data. The library is quite basic, and does not support a number of grads data file options: Using one ctl file,… See more ›
Resistant Regression
It is a fact that on most days, not much is going on in the stock market. When we estimate the relation of a stock with the market, or the “beta” of a stock, we use all available daily returns. … Continue reading →
Printing nested tables in R – bridging between the {reshape} and {tables} packages
This post shows how to print a prettier nested pivot table, created using the {reshape} package (similar to what you would get with Microsoft Excel), so you could print it either in the R terminal or as a LaTeX table. This task is done by bridging between the cast_df object produced by the {reshape}...
Some new functions I’ve discovered in R
I’ve been writing a fair amount of R recently and have been going through a good learning period, here are some functions that I’ve discovered (mainly plyr and reshape related) and thought I would share: merge_all is a good way to merge multiple different data frames, rather than multiple merge commands. The key thing...
Removing Multibyte Characters from Strings
I was a bit annoyed by the error when loading a dataset that contains multi-byte characters. R basically just chokes on them. I have not really understood the intricacies of this, but it was basically just an annoyance and since I did not really use these characters in the strings containing them, I just...
hmm: implementation of viterbi algorithm (Durbin, 1998) Part 2
Previous post presented the problem of dishonest casino that ocassionally uses loaded die. Sequence of the real states is hidden, and we are trying to figure it out just by looking at the observations (symbols). If we apply our implementation to the data in the previous post, we can get the idea how well...
Visual Summary of #jan25 Twitter Activity
Last year, I covered a number of the so-called “Twitter protests” in China (#cn220), Iran (#25bahman), and Algeria (#fev12). Since these protests began in January 2011, the Arab Spring has claimed many members of both ruling and revolting groups … Continue reading →
Multiple Factor Model – Fundamental Data
The Multiple Factor Model can be used to decompose returns and calculate risk. Following are some examples of the Multiple Factor Models: The expected returns factor model: Commonality In The Determinants Of Expected Stock Returns by R. Haugen, N. Baker (1996) The expected returns factor model: CSFB Quantitative Research, Alpha Factor Framework on page...
Categorizing my expenses
In order to analyse my expenses, a classification scheme is necessary. I need to identify categories that are meaningful to me. I decided to go with the “Classification of Individual Consumption by Purpose” (COICOP), for three reasons:It is made by...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
